CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8386 |
0.8422 |
0.0036 |
0.4% |
0.8368 |
| High |
0.8456 |
0.8491 |
0.0035 |
0.4% |
0.8384 |
| Low |
0.8382 |
0.8415 |
0.0033 |
0.4% |
0.8322 |
| Close |
0.8440 |
0.8442 |
0.0002 |
0.0% |
0.8340 |
| Range |
0.0074 |
0.0076 |
0.0002 |
2.7% |
0.0062 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.1% |
0.0000 |
| Volume |
180 |
160 |
-20 |
-11.1% |
473 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8677 |
0.8635 |
0.8483 |
|
| R3 |
0.8601 |
0.8559 |
0.8462 |
|
| R2 |
0.8525 |
0.8525 |
0.8455 |
|
| R1 |
0.8483 |
0.8483 |
0.8448 |
0.8504 |
| PP |
0.8449 |
0.8449 |
0.8449 |
0.8459 |
| S1 |
0.8407 |
0.8407 |
0.8435 |
0.8428 |
| S2 |
0.8373 |
0.8373 |
0.8428 |
|
| S3 |
0.8297 |
0.8331 |
0.8421 |
|
| S4 |
0.8221 |
0.8255 |
0.8400 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8534 |
0.8499 |
0.8374 |
|
| R3 |
0.8472 |
0.8437 |
0.8357 |
|
| R2 |
0.8410 |
0.8410 |
0.8351 |
|
| R1 |
0.8375 |
0.8375 |
0.8345 |
0.8362 |
| PP |
0.8348 |
0.8348 |
0.8348 |
0.8342 |
| S1 |
0.8313 |
0.8313 |
0.8334 |
0.8300 |
| S2 |
0.8286 |
0.8286 |
0.8328 |
|
| S3 |
0.8224 |
0.8251 |
0.8322 |
|
| S4 |
0.8162 |
0.8189 |
0.8305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8491 |
0.8334 |
0.0157 |
1.9% |
0.0046 |
0.5% |
69% |
True |
False |
77 |
| 10 |
0.8491 |
0.8322 |
0.0169 |
2.0% |
0.0050 |
0.6% |
71% |
True |
False |
127 |
| 20 |
0.8491 |
0.8281 |
0.0210 |
2.5% |
0.0057 |
0.7% |
77% |
True |
False |
119 |
| 40 |
0.8608 |
0.8097 |
0.0511 |
6.1% |
0.0071 |
0.8% |
67% |
False |
False |
70 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0058 |
0.7% |
72% |
False |
False |
49 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0051 |
0.6% |
72% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8814 |
|
2.618 |
0.8689 |
|
1.618 |
0.8613 |
|
1.000 |
0.8567 |
|
0.618 |
0.8537 |
|
HIGH |
0.8491 |
|
0.618 |
0.8461 |
|
0.500 |
0.8453 |
|
0.382 |
0.8444 |
|
LOW |
0.8415 |
|
0.618 |
0.8368 |
|
1.000 |
0.8339 |
|
1.618 |
0.8292 |
|
2.618 |
0.8216 |
|
4.250 |
0.8092 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8453 |
0.8435 |
| PP |
0.8449 |
0.8429 |
| S1 |
0.8445 |
0.8422 |
|